I am writing some software that will utilize the Trade Execution data generated by NinjaTrader in the form of a .csv file, and I have a quick question on how NinjaTrader handles the symbology for data sources.

Here's my question - I know that NinjaTrader can use the following data sources:

Kinetick
IQFeed
eSignal
TradeStation
MetaStock

... along with some others.

When you're using any one of these data sources and you look at the "Execution" tab in the NinjaTrader Control Center, what appears in the column for "Instrument"?

For example, for some data feeds like IQFeed, the symbol for Japanese Yen Futures is JY while for others it's 6J.

Does the contents of the "Instrument" column depend on which data feed you're using, or is it always the same irrespective of what data feed you're using?

Thanks!

For futures it's usually instrument + contract MM-YY like "ES 12-13" or "CL 09-13"

For stocks, it's just the stock symbol

Here a screen shot of my Executions tab my strategies took today

Her's how we configure the instrument in NT7.
As you can see, we insert the symbol for each datafeed, but what appears in the execution tab is the master symbol we configure/chose for that instrument.

For your particular example, I have chosen 6J as my master instrument name, but for each datafeed, I have put the corresponding ticker (again, as you can see in the attached picture).

Thanks Fadi and Shodson - this is very helpful!